Author: Yuri Ahuja
Date: 2020-11-24

# Simulated Example

#### Yuri Ahuja

#### 11/24/2020

    library(SAMGEP)
    library(pROC)

    ## Type 'citation("pROC")' for a citation.

    ##
    ## Attaching package: 'pROC'

    ## The following objects are masked from 'package:stats':
    ##
    ##     cov, smooth, var

    samgep_result <- with(
      simdata, samgep(dat_train=trainSet, dat_test=testSet, Cindices=6:160, lambda=0.05, r=0.25,
                      alpha=0.5, V=embeddings, observed=unique(trainSet$ID)[1:50], nCores=1))

    ## Fitting feature weights

    ## Fitting MGP

    samgep_auc <- pROC::auc(simdata$testSet$Y, samgep_result$margMix)
    print(paste('AUC:',round(samgep_auc,digits=3)))

    ## [1] "AUC: 0.686"